Stable process with singular drift
By Panki Kim, Renming Song. 2014
48 citations recorded by the source corpus.
Subfields: Applied Mathematics, Computational Theory and Mathematics, Control and Systems Engineering
View Paper: https://www.semanticscholar.org/paper/589d182dd51d34589cf95ec5f5ad45652838f40d
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The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
- Viktorya Knopova
- Longmin Wang
- Zhen-Qing Chen
- A. Kulik
- T. Grzywny
- Panki Kim
- Takashi Kumagai
- Krzysztof Bogdan
In Computational Theory and Mathematics
- Longmin Wang
- Viktorya Knopova
- Zhen-Qing Chen
- A. Kulik
- Panki Kim
- Takashi Kumagai
- Renming Song
- M. Kassmann
In Control and Systems Engineering
Citations in the corpus
- On weak uniqueness and distributional properties of a solution to an SDE with α-stable noise (2015, result): “4] for other related topics: the heuristics for the choice of the zero-order term in the parametrix expansion, the related papers which concern SDEs with singular drift terms ([Po94], [PP95], [BJ07], [KS14]), the related results of [KS14] and [CW13] on weak uniqueness for gradient perturbations of s”
- Parametrix construction of the transition probability density of the solution to an SDE driven by $\alpha$-stable noise (2014, background): “In [35] this result is extended even further, with b being allowed to be a generalized function equal to the derivative of a measure from Kd,α−1.”
- Uniqueness of stable processes with drift (2013, background): “However, the existence and uniqueness of the solution in [7] is formulated in a weaker sense, as in [2].”